Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics)

Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics)

by Ma, Jin
  • List Price: $59.99
  • ISBN-10: 3540659609
  • ISBN-13: 9783540659600
  • Edition: Corrected
  • Type: Paperback
  • Publisher: Springer

About The Book

This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such... Read more

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